Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 125.09 126.09 1.00 0.8% 124.78
High 126.04 126.53 0.49 0.4% 124.93
Low 124.69 125.68 0.99 0.8% 122.54
Close 125.83 126.17 0.34 0.3% 124.72
Range 1.35 0.85 -0.50 -37.0% 2.39
ATR 1.13 1.11 -0.02 -1.8% 0.00
Volume 760,498 742,634 -17,864 -2.3% 3,095,804
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 128.68 128.27 126.64
R3 127.83 127.42 126.40
R2 126.98 126.98 126.33
R1 126.57 126.57 126.25 126.78
PP 126.13 126.13 126.13 126.23
S1 125.72 125.72 126.09 125.93
S2 125.28 125.28 126.01
S3 124.43 124.87 125.94
S4 123.58 124.02 125.70
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 131.23 130.37 126.03
R3 128.84 127.98 125.38
R2 126.45 126.45 125.16
R1 125.59 125.59 124.94 124.83
PP 124.06 124.06 124.06 123.68
S1 123.20 123.20 124.50 122.44
S2 121.67 121.67 124.28
S3 119.28 120.81 124.06
S4 116.89 118.42 123.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.53 123.47 3.06 2.4% 0.98 0.8% 88% True False 642,744
10 126.53 122.54 3.99 3.2% 1.12 0.9% 91% True False 591,376
20 126.53 121.33 5.20 4.1% 1.11 0.9% 93% True False 473,614
40 126.53 118.00 8.53 6.8% 1.06 0.8% 96% True False 349,984
60 126.53 114.42 12.11 9.6% 0.96 0.8% 97% True False 233,927
80 126.53 113.48 13.05 10.3% 0.92 0.7% 97% True False 175,601
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.14
2.618 128.76
1.618 127.91
1.000 127.38
0.618 127.06
HIGH 126.53
0.618 126.21
0.500 126.11
0.382 126.00
LOW 125.68
0.618 125.15
1.000 124.83
1.618 124.30
2.618 123.45
4.250 122.07
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 126.15 125.98
PP 126.13 125.80
S1 126.11 125.61

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These figures are updated between 7pm and 10pm EST after a trading day.

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